CME Euro FX (E) Future September 2014
Trading Metrics calculated at close of trading on 26-Dec-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2013 |
26-Dec-2013 |
Change |
Change % |
Previous Week |
Open |
1.3662 |
1.3696 |
0.0034 |
0.2% |
1.3759 |
High |
1.3683 |
1.3696 |
0.0013 |
0.1% |
1.3775 |
Low |
1.3662 |
1.3696 |
0.0034 |
0.2% |
1.3660 |
Close |
1.3683 |
1.3696 |
0.0013 |
0.1% |
1.3676 |
Range |
0.0021 |
0.0000 |
-0.0021 |
-100.0% |
0.0115 |
ATR |
0.0045 |
0.0043 |
-0.0002 |
-5.1% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
59 |
|
Daily Pivots for day following 26-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3696 |
1.3696 |
1.3696 |
|
R3 |
1.3696 |
1.3696 |
1.3696 |
|
R2 |
1.3696 |
1.3696 |
1.3696 |
|
R1 |
1.3696 |
1.3696 |
1.3696 |
1.3696 |
PP |
1.3696 |
1.3696 |
1.3696 |
1.3696 |
S1 |
1.3696 |
1.3696 |
1.3696 |
1.3696 |
S2 |
1.3696 |
1.3696 |
1.3696 |
|
S3 |
1.3696 |
1.3696 |
1.3696 |
|
S4 |
1.3696 |
1.3696 |
1.3696 |
|
|
Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4049 |
1.3977 |
1.3739 |
|
R3 |
1.3934 |
1.3862 |
1.3708 |
|
R2 |
1.3819 |
1.3819 |
1.3697 |
|
R1 |
1.3747 |
1.3747 |
1.3687 |
1.3726 |
PP |
1.3704 |
1.3704 |
1.3704 |
1.3693 |
S1 |
1.3632 |
1.3632 |
1.3665 |
1.3611 |
S2 |
1.3589 |
1.3589 |
1.3655 |
|
S3 |
1.3474 |
1.3517 |
1.3644 |
|
S4 |
1.3359 |
1.3402 |
1.3613 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3696 |
2.618 |
1.3696 |
1.618 |
1.3696 |
1.000 |
1.3696 |
0.618 |
1.3696 |
HIGH |
1.3696 |
0.618 |
1.3696 |
0.500 |
1.3696 |
0.382 |
1.3696 |
LOW |
1.3696 |
0.618 |
1.3696 |
1.000 |
1.3696 |
1.618 |
1.3696 |
2.618 |
1.3696 |
4.250 |
1.3696 |
|
|
Fisher Pivots for day following 26-Dec-2013 |
Pivot |
1 day |
3 day |
R1 |
1.3696 |
1.3690 |
PP |
1.3696 |
1.3685 |
S1 |
1.3696 |
1.3679 |
|